Hey; I recently did a commissar cosplay (still in works but base is done - going to add aquilas and whatnot).
For my trench coat (it's actually less of a trench coat as it is a Great Coat - it's noted several times in the Ciaphas Cain novels), I went around and found military supplies at Military Surplus stores directly. You can check online, but if you have a chance to jump into a place and see the product visually yourself, I'd recommend it. I got lucky and found myself a black colored coat to go along with my commissar's cap as well. Dying will be more difficult, but not impossible so always see if you can find something that'll help avoid that hassle.
As for sushikai's thread - I'm not sure. But if you haven't already, consider signing up on Obscurus Crusade (both the forum and the private group - requires permission - on facebook). They are solely a WH40k cosplay community and tons of people will help you.
As for a chest plate, I made a chest plate myself. I just used a pepakura file for an imperial guard armor and modified it, and also added the aquila's and skull motifs. I used EVA foam to cut out the pieces and glue it together, followed by several layers of PVA glue and 3-4 layers of Smooth on 65d to make it plastic and hard, yet flexible.
As for what to make the motifs with - if you're good with your fingers and small details and have some patience, you can use things like a dremel and carve out things from EVA foam, or you can make some sort of silicon molds after you've carved from clay and use whatever to fill and make the piece from the mold.
As for bolters/weapons, here's the ones I did below with ply wood (and hollowing things out for weight reduction - considerably light).
But yeah, best bet for any questions you may have is to check out Obscurus Crusade.